+1,265.5%
WULF vs WM
+3,253.4%
-1,987.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +0.2% | +1.2% | -0.9% | +0.1% |
| 30D | -8.8% | +13.7% | -22.5% | -9.7% |
| 3M | -22.5% | +5.2% | -27.7% | -22.9% |
| 6M | -46.3% | +11.2% | -57.5% | -46.9% |
| YTD | +9.3% | +9.4% | -0.1% | +8.0% |
| 1Y | -12.2% | +20.4% | -32.6% | -14.0% |
| 3Y | +1,181.6% | +44.7% | +1,137.0% | +1,134.0% |
| 5Y | -55.4% | +58.5% | -113.9% | -57.4% |
| 10Y | +34.1% | +326.4% | -292.3% | +19.1% |
| All | +1,265.5% | +3,253.4% | -1,987.8% | +970.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling